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#127 fix: support cones for generic number types.

Open lrnv opened this issue 3 years ago • 5 comments

Hey,

This should solve #127 , at least it allows me to run ( and obtain correct result) in the exemples from @migarstka, but also on my own application (fixing matrices that should be SDP in a certain moment problem), that could become a test.

This includes a dependency to GenericLinearAlgebra.

The code is allocating, I tried MutableArithmetics but it did not work.

This is probably suboptimal, since the ws variable is not needed anymore it could be removed to free space, but it'll make the code less readable.

Todo :

  • [x] Check results on @migarstka 's and my exemple.
  • [ ] Eventually find a non-allocative eigen function in GenericLinearAlgebra
  • [x] Find the right function in MutableArithmetics to avoid allocations.
  • [ ] Construct a test from my exemple & @migarstka 's one.

lrnv avatar Jun 29 '21 14:06 lrnv

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CLAassistant avatar Jun 29 '21 14:06 CLAassistant

Thanks for submitting the PR :) I added two comments regarding the code. I am quite busy this week, but happy to add a unit test for this next week.

migarstka avatar Jun 29 '21 15:06 migarstka

Thanks for taking a look, i changed some things. I did not manage to make GenericLinearAlgebra.eigen! work though.

lrnv avatar Jun 29 '21 15:06 lrnv

After @blegat fixes of type piracy at JuliaAlgebra/MultivariatePolynomials.jl#164, the code runs. The results on my use case seems to be alright for MultiFloats but not for BigFloats ! Which is crazy.

lrnv avatar Jul 01 '21 08:07 lrnv

What is the problem you have for BigFloat? MultiFloats don't implement MutableArithmetics.jl

blegat avatar Jul 01 '21 11:07 blegat